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New results on the convergence of random matrices |
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| Authors: | Roy Cerqueti Mauro Costantini |
| Affiliation: | 1. Department of Economics and Financial Institutions , University of Macerata , Via Crescimbeni 20, I-62100 , Macerata , Italy roy.cerqueti@unimc.it;3. Department of Economics and Finance , Brunel University , Uxbridge, London , UB8 3PH , UK |
| Abstract: | This paper extends the previous convergence results in Cerqueti and Costantini (2008) to a more general case using larger normed set of functions. In this regard, the weight-based convergence of the random matrices and their generalized eigenvalues is obtained under less restrictive requirements for the weights. |
| Keywords: | generalized eigenvalues problem random matrices asymptotic convergence |